Using the model of fractional Brownian motion a method is given for carrying out conditional simulations on a sparse irregularly spaced data set. The method, on an average, maintains not only the fractal co-dimension but also the histogram, mean, variance and spatial correlation of a...

We consider a Markovian model proposed by Gyllenberg and Silvestrov for studying the behaviour of a metapopulation: a population that occupies several geographically separated habitat patches. Although the individual patches may become empty through extinction of local populations, they can be...

The main discretization schemes for diffusion processes, both unrestricted and reflecting in a hyper-rectangle, are considered. For every discretized path, an `antithetic' path is obtained by changing the sign of the driving random variables, which are chosen symmetric. It is shown that, under...

It is shown in the paper that if the noise is a sequence of random variables and the noise bound is tight, the optimal sequential outer bounding parallelotope and orthotope do not converge in general although the optimal sequential outer bounding ellipsoid converge to a singleton with probability 1.

This paper studies a stochastic particle method for the numerical treatment of Smoluchowski's equation governing the coagulation of particles in a host gas. Extensions of the method to the spatially inhomogeneous case are proposed. The coagulation process in an isotropic, fully developed...

Questions of guaranteed control by systems with a varying structure are investigated. These systems are considered as conflictive controllable ones. Constructions of the programmed iterations method used as a procedure of looking for fixed points on a space of sets, are the basis of these...

Identification and removal of imprecision in polynomial regression, originating from random errors (noise) in the independent variable data is discussed. The truncation error-to-noise ratio (TNR) is used to discriminate between imprecision dominated by collinearity, or numerical error...

After a brief general overview of Monte Carlo computer simulations in statistical physics, special emphasis is placed on applications to phase transitions and critical phenomena. Here, standard simulations employing local update algorithms are severely hampered by the problem of critical slowing...

The Monte Carlo programme used for the simulation of electron transport is based on a description of the samples by a layered model. The simulation accounts for the elastic scattering of electrons in selected materials and provides results to process the experimental data. In this paper, we...

This paper deals with the study of stability and estimation of stability domain for a class of nonlinear integro-difference equations, which coincide with special class of neutral type functional differential equations. The new approach for stability study called the pattern equation method is...